+3,786.6%
STRL vs BB
+24.8%
+3,761.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.2% | -0.2% |
| 7D | +23.4% | +9.0% | +14.5% | +21.6% |
| 30D | -39.5% | +7.7% | -47.2% | -40.5% |
| 3M | -45.1% | +4.0% | -49.0% | -45.7% |
| 6M | -64.6% | +46.6% | -111.2% | -67.2% |
| YTD | -1.5% | +140.6% | -142.1% | -16.8% |
| 1Y | -20.8% | +103.1% | -123.9% | -31.2% |
| 3Y | +353.1% | +150.5% | +202.6% | +266.5% |
| 5Y | +942.9% | -15.4% | +958.3% | +856.1% |
| All | +3,786.6% | +24.8% | +3,761.8% | +2,427.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling